+1,740.6%
VRT vs EXPE
+103.3%
+1,637.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.3% | +5.1% |
| 7D | -21.4% | -9.3% | -12.0% | -19.4% |
| 30D | -25.8% | +0.1% | -26.0% | -27.1% |
| 3M | -33.5% | -15.3% | -18.2% | -31.4% |
| 6M | -49.0% | +5.5% | -54.5% | -52.6% |
| YTD | +12.9% | -8.0% | +20.9% | +7.8% |
| 1Y | 0.0% | +18.9% | -18.9% | -15.0% |
| 3Y | +361.8% | +135.5% | +226.3% | +182.9% |
| 5Y | +565.1% | +44.3% | +520.9% | +375.0% |
| All | +1,740.6% | +103.3% | +1,637.3% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling